Autoregressive conditional heteroskedasticity

Results: 926



#Item
321Estimation theory / Autoregressive conditional heteroskedasticity / Regression analysis / Causality / Vector autoregression / Economic model / Autoregressive–moving-average model / Maximum likelihood / Time series / Statistics / Time series analysis / Econometrics

Testing Causality Between Two Vectors in Multivariate GARCH Models

Add to Reading List

Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:22:00
322Economic model / Autoregressive conditional heteroskedasticity / Markov chain / Macroeconomic model / Regression analysis / Vector autoregression / Forecasting / Predictive analytics / Forward exchange rate / Statistics / Econometrics / Time series analysis

Microsoft Word - BSP2011 Paper--Joel Yu[removed]

Add to Reading List

Source URL: www.bsp.gov.ph

Language: English - Date: 2012-06-19 05:40:44
323Fundamental analysis / Autoregressive conditional heteroskedasticity / Economics / Mathematical sciences / Statistics / Mathematical finance / Beta

Appendix I Methodology The research that underpins this report was conducted by the BCG M&A Research Center

Add to Reading List

Source URL: www.bcgperspectives.com

Language: English - Date: 2014-09-21 23:25:11
324Mathematical sciences / Technical analysis / Markov models / Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis / Volatility / Economic model / Time series / Statistics / Mathematical finance / Financial economics

20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Modelling High-Frequency Volatility with Three-State FIGARCH models Y. Shi a , K.Y-. Ho a

Add to Reading List

Source URL: www.mssanz.org.au

Language: English - Date: 2013-11-19 22:07:31
325Seasonal adjustment / Time series / Autoregressive conditional heteroskedasticity / Autoregressive integrated moving average / Heraklion International Airport / F-test / Errors and residuals in statistics / T-statistic / Statistics / Time series analysis / Seasonality

Microsoft Word - Length of a Time Series for Seasonal Adjustment_BSP Prof Chair[removed]doc

Add to Reading List

Source URL: www.bsp.gov.ph

Language: English - Date: 2012-06-19 05:41:50
326Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis

NORTHERN TERRITORY POINT-OF-CARE TESTING PROGRAM i-STAT[removed]Quality Testing Calendar First Fortnight QC Testing Due Date

Add to Reading List

Source URL: remotehealthatlas.nt.gov.au

Language: English - Date: 2015-03-11 18:33:48
327Time series analysis / Econometrics / Autoregressive model / Logarithm / Errors and residuals in statistics / Structure / Autoregressive conditional heteroskedasticity / Statistics / Regression analysis / Noise

Statistics 519, Winter Quarter 2015 Problem Set 8 Problem[removed]points). The results of Problem 29 suggest that the ENSO index, Lake Huron level residuals, accidental deaths residuals, wind speed and NPI time series migh

Add to Reading List

Source URL: faculty.washington.edu

Language: English - Date: 2015-02-25 11:01:22
328Autoregressive conditional heteroskedasticity / Stochastic volatility / Volatility / Markov chain / Normal distribution / Maximum likelihood / Markov switching multifractal / Statistics / Mathematical finance / Mathematical sciences

Portfolio Single Index (PSI) Multivariate Volatility Models

Add to Reading List

Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 17:38:49
329ADMB / Linear regression / Mathematical model / Statistical model / Linear model / Nonlinear regression / Robust regression / Autoregressive conditional heteroskedasticity / Least squares / Statistics / Regression analysis / Econometrics

An Introduction to AD MODEL BUILDER for Use in Nonlinear Modeling and Statistics Version[removed]) Revised manual[removed])

Add to Reading List

Source URL: ftp.admb-project.org

Language: English - Date: 2015-01-07 15:48:18
330Finance / Financial markets / Financial risk / Capital asset pricing model / Volatility / Efficient-market hypothesis / Autoregressive conditional heteroskedasticity / Stock market / Financial contagion / Financial economics / Mathematical finance / Economics

Has financial market integration increased during the 1990s? Juan Ayuso and Roberto Blanco1 1. Introduction

Add to Reading List

Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:17:04
UPDATE